0.05Open0.05Pre Close11 Volume0 Open Interest119.00Strike Price55.00Turnover109.42%IV30.57%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0138Delta0.0033Gamma1823.60Leverage Ratio-0.0340Theta0.0001Rho25.16Eff Leverage0.0035Vega